From System Level Synthesis to Robust Closed-loop Data-enabled Predictive Control

Abstract: Willems' fundamental lemma and system level synthesis both characterize a linear dynamic system by its input/output sequences. In this work, we extend the application of the fundamental lemma from deterministic to uncertain LTI systems and then further prove this extension to be equivalent to system level synthesis. Based on this uncertain extension, a robust closed-loop data-enabled predictive control scheme is proposed, where a causal feedback control law is further derived. Two numerical experiments, including the temperature control of a single-zone building, are carried out to validate the effectiveness of the proposed data-driven controller.